A complete representation theorem for G-martingales
From MaRDI portal
Publication:2812014
DOI10.1080/17442508.2013.865130zbMath1337.60130arXiv1201.2629OpenAlexW2022845723MaRDI QIDQ2812014
Shige Peng, Yongsheng Song, Jianfeng Zhang
Publication date: 10 June 2016
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1201.2629
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)
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Cites Work
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